BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,478
COMMITMENTS
186 680 78 3,498 3,382 3,762 4,140 716 338
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 135)
3 -11 14 93 97 110 99 25 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 15.2 1.7 78.1 75.5 84.0 92.5 16.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 1 13 12 15 16
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 59,905
COMMITMENTS
9,479 1,306 14,397 28,576 33,316 52,452 49,019 7,453 10,886
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 2,232)
70 -46 441 1,666 1,410 2,176 1,805 56 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 2.2 24.0 47.7 55.6 87.6 81.8 12.4 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
26 5 22 41 43 72 65
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,950
COMMITMENTS
1,466 0 108 2,112 3,075 3,685 3,182 264 768
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 57)
16 0 -5 38 30 48 25 9 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 0.0 2.7 53.5 77.8 93.3 80.6 6.7 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 1 6 12 10 13
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 295,680
COMMITMENTS
67,889 30,125 84,106 115,248 138,005 267,242 252,236 28,437 43,444
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -485)
-2,079 611 1,987 2,810 -1,817 2,718 781 -3,203 -1,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 10.2 28.4 39.0 46.7 90.4 85.3 9.6 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
101 80 127 60 82 236 232
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 404,050
COMMITMENTS
95,406 46,572 114,406 165,572 179,665 375,384 340,643 28,666 63,407
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 7,929)
-432 9,804 4,987 3,585 -5,454 8,140 9,338 -212 -1,409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 11.5 28.3 41.0 44.5 92.9 84.3 7.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403)
110 102 148 100 160 290 343
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,616
COMMITMENTS
3,967 4,871 682 3,115 1,787 7,765 7,340 1,852 2,276
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -203)
-167 -136 83 110 93 26 40 -230 -243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 50.7 7.1 32.4 18.6 80.7 76.3 19.3 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
24 36 16 16 16 50 61
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 35,838
COMMITMENTS
10,292 5,838 7,678 10,627 7,673 28,597 21,189 7,241 14,649
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -4,535)
-1,312 349 -2,534 -285 -436 -4,131 -2,621 -404 -1,914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 16.3 21.4 29.7 21.4 79.8 59.1 20.2 40.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
36 35 42 46 51 103 113
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 105,003
COMMITMENTS
9,164 1,000 2,888 91,774 100,059 103,826 103,947 1,177 1,056
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -65)
-3,224 -122 -0 3,053 -71 -171 -193 106 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 1.0 2.7 87.4 95.3 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 1 3 16 15 23 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 121,296
COMMITMENTS
24,747 9,586 5,423 46,275 79,010 76,445 94,018 44,851 27,278
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 2,905)
1,219 -4,211 723 2,504 6,625 4,446 3,138 -1,541 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 7.9 4.5 38.2 65.1 63.0 77.5 37.0 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
28 18 16 30 32 65 59
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,462
COMMITMENTS
13,409 4,847 4,334 17,631 33,180 35,374 42,362 21,088 14,100
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -904)
-1,899 -1,167 1,630 -193 -1,419 -462 -955 -442 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 8.6 7.7 31.2 58.8 62.7 75.0 37.3 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
12 8 8 14 14 30 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 111,355
COMMITMENTS
40,954 20,074 494 62,839 82,333 104,287 102,901 7,068 8,454
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -3,069)
388 1,343 234 -3,902 -5,003 -3,280 -3,426 211 357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 18.0 0.4 56.4 73.9 93.7 92.4 6.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
22 35 3 21 20 44 57
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 101,986
COMMITMENTS
31,068 30,676 2,245 37,296 47,746 70,609 80,667 31,377 21,320
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -6,449)
-9,750 257 181 4,951 -8,141 -4,618 -7,703 -1,831 1,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 30.1 2.2 36.6 46.8 69.2 79.1 30.8 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
28 23 10 27 32 61 59
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 140,297
COMMITMENTS
54,005 12,922 6,733 46,124 89,051 106,862 108,706 33,435 31,591
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -4,953)
-6,632 -643 -452 -260 -4,528 -7,344 -5,624 2,391 670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 9.2 4.8 32.9 63.5 76.2 77.5 23.8 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
30 29 17 28 26 70 60
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 228,404
COMMITMENTS
43,226 41,687 36,607 92,975 95,242 172,808 173,537 55,596 54,867
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 5,172)
-3,505 -771 1,658 3,409 482 1,562 1,370 3,610 3,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 18.3 16.0 40.7 41.7 75.7 76.0 24.3 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
42 56 48 53 58 123 134
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 39,411
COMMITMENTS
18,516 12,860 5,089 14,890 21,406 38,495 39,355 916 56
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 11,673)
786 11 0 10,822 11,891 11,608 11,902 65 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 32.6 12.9 37.8 54.3 97.7 99.9 2.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 2 3 8 8 18 11
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,856
COMMITMENTS
17,953 1,388 71 4,625 24,059 22,649 25,518 4,207 1,338
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 352)
-27 284 -29 320 117 264 372 88 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.8 5.2 0.3 17.2 89.6 84.3 95.0 15.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
20 7 1 9 8 30 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,701,571
COMMITMENTS
833,644 729,039 7105764 8866466 8827466 16805873 16662269 895,698 1039302
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -1,039)
-54,889 -82,994 243,347 -137,936 -70,947 50,521 89,406 -51,560 -90,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 4.1 40.1 50.1 49.9 94.9 94.1 5.1 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
55 71 114 156 160 280 287
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,341,228
COMMITMENTS
58,503 160,489 116,301 1001974 904,021 1176777 1180810 164,451 160,418
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 48,840)
-9,182 15,915 -12,549 41,212 12,851 19,481 16,218 29,358 32,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 12.0 8.7 74.7 67.4 87.7 88.0 12.3 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 634)
89 169 107 262 266 421 474
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 532,269
COMMITMENTS
22,001 60,313 45,125 382,844 334,340 449,970 439,778 82,299 92,491
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 18,658)
1,437 -13,223 -1,025 16,097 5,606 16,508 -8,642 2,149 27,299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 11.3 8.5 71.9 62.8 84.5 82.6 15.5 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
25 28 37 81 67 125 113
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,044,795
COMMITMENTS
340,578 658,951 197,809 3095649 2848402 3634036 3705162 410,759 339,633
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 150,909)
-109,839 88,941 -870 125,574 36,227 14,864 124,298 136,045 26,612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 16.3 4.9 76.5 70.4 89.8 91.6 10.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 588)
86 155 90 233 252 375 441
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 110,175
COMMITMENTS
10,461 4,946 1,077 93,557 96,236 105,095 102,259 5,080 7,916
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 1,997)
-2,016 113 1,077 4,734 754 3,795 1,944 -1,797 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 4.5 1.0 84.9 87.3 95.4 92.8 4.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
7 6 1 50 40 57 47
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 103,758
COMMITMENTS
5,467 8,100 3,957 84,511 81,476 93,935 93,534 9,823 10,225
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 4,861)
-1,501 1,039 1,197 5,904 2,613 5,600 4,849 -739 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 7.8 3.8 81.4 78.5 90.5 90.1 9.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
30 38 25 85 92 132 138
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 27,297
COMMITMENTS
729 2,801 53 23,942 18,674 24,724 21,527 2,574 5,770
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 2,392)
143 1,210 27 2,732 1,724 2,902 2,961 -510 -569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 10.3 0.2 87.7 68.4 90.6 78.9 9.4 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 5 2 14 6 18 11
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 382,305
COMMITMENTS
35,119 37,927 8,095 302,846 314,010 346,059 360,032 36,246 22,273
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 12,344)
-2,207 5,158 -163 15,860 4,444 13,491 9,439 -1,147 2,905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 9.9 2.1 79.2 82.1 90.5 94.2 9.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
30 36 23 81 89 126 133
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 128,337
COMMITMENTS
60,347 12,415 3,414 36,945 89,848 100,706 105,677 27,631 22,660
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 8,582)
9,720 4,696 452 -4,848 5,331 5,324 10,478 3,258 -1,897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 9.7 2.7 28.8 70.0 78.5 82.3 21.5 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
33 15 11 16 21 52 44
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,101
COMMITMENTS
6,743 11,393 0 17,855 10,730 24,598 22,123 6,503 8,978
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 592)
533 269 0 -398 755 135 1,024 457 -432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 36.6 0.0 57.4 34.5 79.1 71.1 20.9 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
11 10 0 20 15 31 25
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 62,626
COMMITMENTS
15,507 3,653 788 18,598 52,030 34,893 56,471 27,733 6,155
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 496)
-473 -1,286 73 -359 2,515 -759 1,302 1,255 -806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 5.8 1.3 29.7 83.1 55.7 90.2 44.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
17 7 2 23 29 40 38
Updated September 2, 2011